Good question, this is a well needed feature, It is strange how so few media players have it.
Here is a method you can try, it may have limitations in your case especially if your playlist is very large, write a data CD to disk with the files from the playlist save the resulting .iso image where you want and then extract it.
Here are the steps:
Select your playlist on the left. Make sure all Artists is selected in the top right pane.
select all tracks in playlist in bottom right pane.
Right click and click Write CD.
Brasero should start with all the tracks ready to be burned to CD, it will by default want to Write an audio CD, now there will likely be so many tracks that will not possibly fit on an audio CD so the next step is to change the brasero project.
- Click the project menu in brasero, then select New Data project in the flyout menu.
You will be asked "Do you want to discard the file selection or add it to the new project?"
- Click the Keep file selection button.
Brasero is now ready to write an Iso image with all your playlist's files to any location you choose.
Click the burn button on the bottom right, choose your location and name the iso image, the write process will be fairly fast as no transcoding or normalizing is done.
Right click the .iso image and extract it, this will create a folder with the files.
If you wish you can go ahead and just burn the Cd as backup or if you need to give a copy to someone.
Banshee write CD menu
Brasero Audio CD project, Change this to a Data project
The Brasero Menus showing how to change project type
The data project that can handle a fair amount of mp3s